Yeah, that really stunned me, to be precise. The first thing support asks you to do when the installation doesn't start is to re-download explicitly USING this DL manager. In which I won't put any trust in the future, sad to say.
It might still be a configuration thing... but then again, how the fuck is my configuration supposed to interfere with my downloads. Standard download worked, GOG downloader didn't, this at least is my - subjective - experience.